Risk measurement and risk-averse control of partially observable discrete-time Markov systems
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Publication:1616832
DOI10.1007/s00186-018-0633-5zbMath1407.90335OpenAlexW2789285413WikidataQ100994390 ScholiaQ100994390MaRDI QIDQ1616832
Jingnan Fan, Ruszczyński, Andrzej
Publication date: 7 November 2018
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00186-018-0633-5
Related Items
Markov chains under nonlinear expectation ⋮ Risk forms: representation, disintegration, and application to partially observable two-stage systems ⋮ Risk filtering and risk-averse control of Markovian systems subject to model uncertainty ⋮ Unnamed Item ⋮ Mini-Batch Risk Forms ⋮ Markov risk mappings and risk-sensitive optimal prediction ⋮ Special issue: topics in stochastic programming ⋮ Process-based risk measures and risk-averse control of discrete-time systems
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